If you need to get flexible Activity report for Leads (and not only, e.g., Accounts, Opportunities, Cases and so on), you could try using TimeLine Viewer add-on.
TLV helps to get Activities' log with filtering by dates, type of events and in the right context:
You can review not only Activity log but the log of other significant events like "Lead Status Change", "Lead Assign To Change" or any other important events by your wishes.
This is not a full list of TLV features, and you can find more benefits of TLV usage like to see a history of related records on parent level (Contact or Account) and collectin significant events from external systems. More examples of TLV usage you will find in the video library